Cite
HARVARD Citation
Lai, Y. (2019). Flexible covariance dynamics, high‐frequency data, and optimal futures hedging. Journal of futures markets. 39 (12), pp. 1529-1548. [Online].
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Lai, Y. (2019). Flexible covariance dynamics, high‐frequency data, and optimal futures hedging. Journal of futures markets. 39 (12), pp. 1529-1548. [Online].